+745.2%
ADM vs CHRW
+4,173.0%
-3,427.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +3.8% | -1.4% | +5.2% | +4.1% |
| 30D | +9.8% | -3.5% | +13.2% | +10.5% |
| 3M | +2.1% | -19.4% | +21.5% | +6.3% |
| 6M | +27.5% | -21.4% | +48.9% | +32.7% |
| YTD | +50.2% | -7.1% | +57.3% | +49.6% |
| 1Y | +40.6% | +17.8% | +22.8% | +31.6% |
| 3Y | +17.2% | +78.8% | -61.5% | -2.8% |
| 5Y | +61.9% | +83.5% | -21.6% | +31.4% |
| 10Y | +159.3% | +160.2% | -1.0% | +90.0% |
| All | +745.2% | +4,173.0% | -3,427.8% | +351.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling